Here Comes Chicago PMI...

The November Chicago PMI report is set for release at 9:45 am ET.

Expectations are for the report to show manufacturing in the midwest remains strong, but slowed slightly from October, with the index expected to come in at 63.0, down from 66.2 last month.

The report comes amid what is a hectic day for economic data ahead of the Thanksgiving holiday.

We'll be back with the live number when it hits.